-45.1%
ALB vs ZBH
-31.0%
-14.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -8.6% | -4.9% | -3.7% | -6.6% |
| 30D | -4.0% | -3.2% | -0.8% | -2.6% |
| 3M | -17.4% | +5.8% | -23.2% | -20.4% |
| 6M | -25.4% | +2.0% | -27.3% | -27.1% |
| YTD | -10.5% | +5.8% | -16.3% | -14.4% |
| 1Y | +75.8% | -7.9% | +83.8% | +77.5% |
| 3Y | -28.5% | -19.4% | -9.2% | -22.3% |
| 5Y | -45.1% | -29.5% | -15.6% | -43.1% |
| All | -45.1% | -31.0% | -14.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling